+170.5%
AEP vs AEE
+191.1%
-20.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -0.8% | -0.2% | -0.3% |
| 30D | -1.1% | -2.9% | +1.9% | +1.3% |
| 3M | -3.3% | -2.4% | -0.9% | -1.5% |
| 6M | -4.6% | -2.7% | -1.9% | -2.6% |
| YTD | +9.4% | +7.3% | +2.1% | +3.6% |
| 1Y | +16.9% | +7.5% | +9.4% | +10.4% |
| 3Y | +76.6% | +46.2% | +30.4% | +29.5% |
| 5Y | +66.2% | +39.7% | +26.5% | +26.6% |
| All | +170.5% | +191.1% | -20.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling